Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 75 | — |
| Standard deviation | 0.63 | — |
| Sharpe ratio | -2.16 | — |
| Treynor ratio | -1 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 72 | — |
| Standard deviation | 0.76 | — |
| Sharpe ratio | -2.07 | — |
| Treynor ratio | -0.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 46 | — |
| Standard deviation | 0.63 | — |
| Sharpe ratio | -2.08 | — |
| Treynor ratio | -0.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 3-year earnings growth | 0 | — |